I encounter a problem when reading Struwe's book Variational Methods (4th ed). On page 38, it is assumed that
$\|u_m\|$ is a minimizing sequence for a functional $E$, i.e. $E(u_m)\rightharpoonup I$ in $L^p(\mathbb{R}^n)$,
and then it assume in addition that
$u_m\rightharpoonup u$ weakly in $H^{1,2}(\mathbb{R}^n)$ and pointwise almost everywhere.
My question is
why the pointwise convergence assumption is reasonable? Since $\mathbb R^n$ is not compact, the embedding theorem is not obviously valid.
Thanks in advance.